+126.0%
GOOGL vs EWT
+157.5%
-31.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.9% | +9.1% | -5.3% | -0.2% |
| 30D | -14.9% | -12.2% | -2.7% | -10.2% |
| 3M | -14.6% | -9.4% | -5.1% | -11.3% |
| 6M | -26.4% | +2.7% | -29.1% | -29.4% |
| YTD | -5.3% | +53.3% | -58.6% | -27.6% |
| 1Y | +6.5% | +59.2% | -52.7% | -20.4% |
| 3Y | +126.0% | +157.1% | -31.0% | +25.7% |
| All | +126.0% | +157.5% | -31.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling